Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364966.708 | 324563.8891 | 40402.8189 | -26901.5226 | 455390.9935 | -482292.5161 |
Total P&L (%) | 364.9667 | 324.5639 | 40.4028 | -26.9015 | 455.391 | -482.2925 |
Avg Daily Profit (%) | 0.1919 | 0.1706 | 0.0212 | -0.0165 | 0.0902 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162355 | -186022 | -137443 | -521548 | -294035 | -639098 |
Profit Factor | 1.4795 | 1.8536 | 1.1061 | 0.984 | 1.6321 | 0.4991 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 46.8085 | 42.5532 | 51.0638 | 46.8085 | 42.5532 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.6813 | 2.5023 | 1.06 | 1.1182 | 2.2033 | 0.4783 |
Largest Winning Trade | 175510 | 175510 | 40871 | 281419 | 281419 | 47966 |
Largest Losing Trade | -51538 | -51538 | -48901 | -169112 | -140521 | -169112 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 109 | 127 | 94 | 109 | 127 | 94 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 7107 | 3897 | 3210 | 7107 | 3897 | 3210 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318723 | 290626 | -270273 | -580101 | -72286 | -580558 |
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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